Autoregressive distributed lag models and cointegration

By Uwe Hassler, J. Wolters. 2006

197 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c6888ff56fdc4533411357256bd5099d0f707ed0

Citations in the corpus

• ardl: Estimating autoregressive distributed lag and equilibrium correction models (2018, unknown): “Pesaran and Shin (1998) and Hassler and Wolters ( 2006) highlight some advantages of the ARDL approach over alternative strategies for cointegration analysis—such as the Engle and Granger (1987) two-step procedure implemented in the community-1 community-1 .”